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Displaying similar documents to “Algorithm 2. Calculation of a rational function defined by interpolation conditions”

Efficient greedy algorithms for high-dimensional parameter spaces with applications to empirical interpolation and reduced basis methods

Jan S. Hesthaven, Benjamin Stamm, Shun Zhang (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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We propose two new algorithms to improve greedy sampling of high-dimensional functions. While the techniques have a substantial degree of generality, we frame the discussion in the context of methods for empirical interpolation and the development of reduced basis techniques for high-dimensional parametrized functions. The first algorithm, based on a saturation assumption of the error in the greedy algorithm, is shown to result in a significant reduction of the workload over the standard...